+1,611.9%
BE vs XLU
+47.5%
+1,564.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -2.6% |
| 7D | +9.7% | -1.2% | +10.9% | +11.8% |
| 30D | +22.4% | -2.5% | +24.9% | +27.3% |
| 3M | +10.4% | -2.7% | +13.1% | +12.4% |
| 6M | +67.9% | -7.5% | +75.3% | +84.0% |
| YTD | +197.5% | +0.9% | +196.6% | +180.3% |
| 1Y | +310.6% | +3.3% | +307.3% | +277.7% |
| All | +1,611.9% | +47.5% | +1,564.4% | +746.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling